The chronicles of fractional calculus
JAT Machado, V Kiryakova - Fractional Calculus and Applied …, 2017 - degruyter.com
Since the 60s of last century Fractional Calculus exhibited a remarkable progress and
presently it is recognized to be an important topic in the scientific arena. This survey …
presently it is recognized to be an important topic in the scientific arena. This survey …
[图书][B] Mittag-Leffler functions, related topics and applications
Mittag-Leffler Functions, Related Topics and Applications Page 1 Springer Monographs in
Mathematics Rudolf Gorenflo Anatoly A. Kilbas Francesco Mainardi Sergei Rogosin Mittag-Leffler …
Mathematics Rudolf Gorenflo Anatoly A. Kilbas Francesco Mainardi Sergei Rogosin Mittag-Leffler …
Science metrics on fractional calculus development since 1966
SURVEY PAPER SCIENCE METRICS ON FRACTIONAL CALCULUS DEVELOPMENT
SINCE 1966 J. Tenreiro Machado , Alexandra M. Galhano , Juan J. Page 1 SURVEY PAPER …
SINCE 1966 J. Tenreiro Machado , Alexandra M. Galhano , Juan J. Page 1 SURVEY PAPER …
[HTML][HTML] Existence and uniqueness for a problem involving Hilfer fractional derivative
We consider an initial value problem for a class of nonlinear fractional differential equations
involving Hilfer fractional derivative. We prove existence and uniqueness of global solutions …
involving Hilfer fractional derivative. We prove existence and uniqueness of global solutions …
[图书][B] Selected aspects of fractional Brownian motion
I Nourdin - 2012 - Springer
As is well-known, the classical Brownian motion is a stochastic process which is selfsimilar
of index 1/2 and has stationary increments. It is actually the only continuous Gaussian …
of index 1/2 and has stationary increments. It is actually the only continuous Gaussian …
On development of fractional calculus during the last fifty years
On development of fractional calculus during the last fifty years | SpringerLink Skip to main
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Bayesian analysis of single-particle tracking data using the nested-sampling algorithm: maximum-likelihood model selection applied to stochastic-diffusivity data
We employ Bayesian statistics using the nested-sampling algorithm to compare and rank
multiple models of ergodic diffusion (including anomalous diffusion) as well as to assess …
multiple models of ergodic diffusion (including anomalous diffusion) as well as to assess …
[图书][B] Parameter estimation in stochastic volatility models
JPN Bishwal - 2022 - Springer
In this book, we study stochastic volatility models and methods of pricing, hedging, and
estimation. Among models, we will study models with heavy tails and long memory or long …
estimation. Among models, we will study models with heavy tails and long memory or long …
[图书][B] Parameter estimation in fractional diffusion models
K Kubilius, Y Mishura, K Ralchenko - 2017 - Springer
The present book is devoted to parameter estimation in diffusion continuous-time models
involving fractional Brownian motion and related processes. Our models extend and …
involving fractional Brownian motion and related processes. Our models extend and …
Statistical methods for stochastic differential equations
M Kessler, A Lindner… - Monographs on Statistics …, 2012 - api.taylorfrancis.com
The chapters of this volume represent the revised versions of the main papers given at the
seventh Séminaire Européen de Statistique on “Statistics for Stochastic Differential …
seventh Séminaire Européen de Statistique on “Statistics for Stochastic Differential …